Jie-Cao He|何杰操

Jie-Cao He|何杰操

National Chengchi University - Taipei / Taiwan
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5202729
國立政治大學
person_outline Jie-Cao He|何杰操's MOST POPULAR ARTICLES
1-) Upside and downside correlated jump risk premia of currency options and expected returnsJC He, HH Chang, TF Chen, SK LinFinancial Innovation 9 (1), 1-58, 202312023
2-) What drives jumps in the secured Overnight Financing Rate? Evidence from the arbitrage-free Nelson–Siegel model with jump diffusionDJ Fang, ZW Yeh, JC He, SK LinPacific-Basin Finance Journal, 102392, 20242024
3-) Valuation of callable range accrual linked to CMS Spread under generalized swap market modelJC He, CC Hsieh, ZW Huang, SK LinInternational Review of Financial Analysis 90, 102956, 20232023